| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| vwap | 1.218 | 0.22 | 29 | virtual |
| bollinger | 1.006 | 0.19 | 20 | virtual |
| volume_breakout | 0.836 | 0.27 | 41 | virtual |
| macd | 0.644 | 0.15 | 136 | virtual |
| mean_reversion | 0.620 | 0.04 | 21 | virtual |
| trend_follow | 0.502 | 0.13 | 171 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 271.8100 | 279.9200 | -2.98% | -39.23 | time_stop | 10-11 00:04 |
| LONG | 284.6800 | 275.3503 | -3.28% | -57.84 | sl_hit | 10-08 17:29 |
| LONG | 290.6400 | 285.1100 | -1.90% | -46.64 | circuit_breaker | 10-08 15:34 |
| LONG | 298.7300 | 293.2220 | -1.84% | -60.82 | sl_hit | 10-08 15:19 |
| LONG | 300.4600 | 314.1100 | 4.54% | 84.91 | tp_hit | 10-03 01:29 |
| LONG | 236.4600 | 248.0300 | 4.89% | 77.24 | tp_hit | 09-18 03:19 |
| LONG | 233.6500 | 236.4600 | 1.20% | 20.16 | tp_trail | 09-17 14:39 |
| LONG | 226.1400 | 233.6500 | 3.32% | 74.83 | tp_hit | 09-17 14:24 |
| SHORT | 220.8300 | 224.5455 | -1.68% | -47.83 | sl_hit | 09-14 03:19 |
| SHORT | 221.9200 | 224.8729 | -1.33% | -48.91 | sl_hit | 09-13 13:54 |
| LONG | 265.2200 | 257.5716 | -2.88% | -47.75 | sl_hit | 09-07 22:24 |
| LONG | 252.5800 | 254.8400 | 0.89% | 29.04 | corr_derisk | 08-30 17:09 |
| SHORT | 247.2400 | 245.9000 | 0.54% | 6.57 | tp_trail | 08-29 14:29 |
| LONG | 285.1500 | 274.1187 | -3.87% | -47.46 | sl_hit | 08-24 17:24 |
| LONG | 258.1000 | 269.7600 | 4.52% | 53.20 | tp_hit | 08-21 13:59 |
| LONG | 206.2500 | 204.9800 | -0.62% | -28.77 | tp_trail | 08-19 15:54 |
| SHORT | 203.0000 | 205.1343 | -1.05% | -55.95 | sl_hit | 08-19 14:49 |
| SHORT | 210.9500 | 213.0414 | -0.99% | -58.38 | sl_hit | 08-11 21:04 |
| SHORT | 214.6800 | 216.9341 | -1.05% | -60.80 | sl_hit | 08-10 06:39 |
| LONG | 217.1100 | 214.7357 | -1.09% | -62.34 | sl_hit | 08-07 14:59 |
| SHORT | 206.0100 | 208.3701 | -1.15% | -62.91 | sl_hit | 08-01 22:04 |
| SHORT | 209.2700 | 206.9200 | 1.12% | 36.24 | tp_trail | 07-29 21:59 |
| SHORT | 214.0200 | 213.8400 | 0.08% | -0.86 | tp_trail | 07-28 15:29 |
| LONG | 219.0900 | 215.3571 | -1.70% | -61.81 | sl_hit | 07-27 14:34 |
| LONG | 212.9500 | 216.6500 | 1.74% | 82.20 | tp_trail | 07-26 20:19 |
| SHORT | 210.5400 | 209.8000 | 0.35% | 7.02 | time_stop | 07-25 19:14 |
| SHORT | 217.1800 | 210.6600 | 3.00% | 152.78 | tp_hit | 07-20 05:04 |
| SHORT | 214.9100 | 219.3015 | -2.04% | -57.09 | sl_hit | 07-17 17:54 |
| SHORT | 221.8300 | 214.9100 | 3.12% | 60.99 | tp_hit | 07-17 15:34 |
| LONG | 240.8700 | 236.2771 | -1.91% | -58.55 | sl_hit | 07-14 19:09 |
| LONG | 248.9700 | 248.0300 | -0.38% | -14.54 | tp_trail | 07-10 17:29 |
| LONG | 232.8500 | 235.5800 | 1.17% | 35.20 | tp_trail | 07-05 12:09 |
| LONG | 232.4700 | 232.0300 | -0.19% | -8.93 | corr_derisk | 07-04 17:54 |
| LONG | 229.4200 | 227.7400 | -0.73% | -19.30 | corr_derisk | 07-03 18:29 |
| LONG | 222.0900 | 229.4200 | 3.30% | 63.37 | tp_hit | 07-03 15:04 |
| LONG | 211.6600 | 210.0600 | -0.76% | -15.21 | tp_trail | 07-01 23:34 |
| SHORT | 190.6400 | 194.1970 | -1.87% | -58.97 | sl_hit | 06-29 03:29 |
| SHORT | 195.3200 | 198.2271 | -1.49% | -60.05 | sl_hit | 06-22 01:24 |
| SHORT | 199.2000 | 193.1200 | 3.05% | 53.00 | tp_hit | 06-19 09:14 |
| SHORT | 218.8100 | 218.8500 | -0.02% | -1.80 | tp_trail | 06-16 18:09 |
| SHORT | 203.2900 | 200.5900 | 1.33% | 36.82 | tp_trail | 06-14 21:04 |
| SHORT | 200.0900 | 195.8500 | 2.12% | 32.81 | tp_trail | 06-11 00:24 |
| SHORT | 193.9100 | 199.8584 | -3.07% | -56.40 | sl_hit | 06-10 13:44 |
| SHORT | 205.4500 | 199.1900 | 3.05% | 55.83 | tp_hit | 06-10 08:04 |
| SHORT | 206.9100 | 205.4500 | 0.71% | 5.57 | tp_trail | 06-09 17:39 |
| SHORT | 208.6800 | 218.7200 | -4.81% | -46.43 | circuit_breaker | 06-06 06:49 |
| SHORT | 206.8700 | 208.6800 | -0.87% | -9.05 | circuit_breaker | 06-06 05:44 |
| SHORT | 207.1200 | 206.8700 | 0.12% | 0.38 | circuit_breaker | 06-06 05:39 |
| SHORT | 211.8000 | 207.1200 | 2.21% | 17.04 | circuit_breaker | 06-06 05:34 |
| SHORT | 223.5200 | 213.0200 | 4.70% | 49.94 | tp_hit | 06-05 16:09 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 10-03 05:00 | L2 | weights | "{\"macd\": 0.168, \"vwap\": 0.203, \"bollinger\": 0.175, \"trend_follow\": 0.138, \"mean_reversion\": 0.008, \"volume_breakout\": 0.308}" | "{\"mean_reversion\": 0.041, \"macd\": 0.153, \"volume_breakout\": 0.269, \"bollinger\": 0.194, \"vwap\": 0.217, \"trend_follow\": 0.126}" | applied | auto-fitness (virtual, α=0.25) |
| 09-28 05:00 | L2 | weights | "{\"macd\": 0.176, \"vwap\": 0.188, \"bollinger\": 0.152, \"trend_follow\": 0.144, \"mean_reversion\": 0.0, \"volume_breakout\": 0.339}" | "{\"mean_reversion\": 0.008, \"macd\": 0.168, \"volume_breakout\": 0.308, \"bollinger\": 0.175, \"vwap\": 0.203, \"trend_follow\": 0.138}" | applied | auto-fitness (virtual, α=0.25) |
| 09-27 05:00 | L2 | weights | "{\"macd\": 0.183, \"vwap\": 0.158, \"bollinger\": 0.136, \"trend_follow\": 0.149, \"mean_reversion\": 0.0, \"volume_breakout\": 0.373}" | "{\"mean_reversion\": 0.0, \"macd\": 0.176, \"volume_breakout\": 0.339, \"bollinger\": 0.152, \"vwap\": 0.188, \"trend_follow\": 0.144}" | applied | auto-fitness (virtual, α=0.25) |
| 09-26 05:00 | L2 | weights | "{\"macd\": 0.193, \"vwap\": 0.118, \"bollinger\": 0.115, \"trend_follow\": 0.156, \"mean_reversion\": 0.0, \"volume_breakout\": 0.418}" | "{\"mean_reversion\": 0.0, \"macd\": 0.183, \"volume_breakout\": 0.373, \"bollinger\": 0.136, \"vwap\": 0.158, \"trend_follow\": 0.149}" | applied | auto-fitness (virtual, α=0.25) |
| 09-25 05:00 | L2 | weights | "{\"macd\": 0.202, \"vwap\": 0.081, \"bollinger\": 0.083, \"trend_follow\": 0.161, \"mean_reversion\": 0.001, \"volume_breakout\": 0.473}" | "{\"mean_reversion\": 0.0, \"macd\": 0.193, \"volume_breakout\": 0.418, \"bollinger\": 0.115, \"vwap\": 0.118, \"trend_follow\": 0.156}" | applied | auto-fitness (virtual, α=0.25) |
| 09-24 05:00 | L2 | weights | "{\"macd\": 0.204, \"vwap\": 0.05, \"bollinger\": 0.058, \"trend_follow\": 0.16, \"mean_reversion\": 0.001, \"volume_breakout\": 0.527}" | "{\"mean_reversion\": 0.001, \"macd\": 0.202, \"volume_breakout\": 0.473, \"bollinger\": 0.083, \"vwap\": 0.081, \"trend_follow\": 0.161}" | applied | auto-fitness (virtual, α=0.25) |
| 09-23 05:00 | L2 | weights | "{\"macd\": 0.19, \"vwap\": 0.043, \"bollinger\": 0.061, \"trend_follow\": 0.142, \"mean_reversion\": 0.001, \"volume_breakout\": 0.562}" | "{\"mean_reversion\": 0.001, \"macd\": 0.204, \"volume_breakout\": 0.527, \"bollinger\": 0.058, \"vwap\": 0.05, \"trend_follow\": 0.16}" | applied | auto-fitness (virtual, α=0.25) |
| 09-22 05:00 | L2 | weights | "{\"macd\": 0.18, \"vwap\": 0.026, \"bollinger\": 0.062, \"trend_follow\": 0.125, \"mean_reversion\": 0.001, \"volume_breakout\": 0.606}" | "{\"mean_reversion\": 0.001, \"macd\": 0.19, \"volume_breakout\": 0.562, \"bollinger\": 0.061, \"vwap\": 0.043, \"trend_follow\": 0.142}" | applied | auto-fitness (virtual, α=0.25) |